+261.5%
WAB vs EXPD
+335.0%
-73.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +5.1% | +5.5% | -0.5% | +2.3% |
| 30D | +4.0% | -0.8% | +4.8% | +4.4% |
| 3M | +0.1% | +4.1% | -4.0% | -2.1% |
| 6M | +12.8% | +25.7% | -12.9% | -0.2% |
| YTD | +40.1% | +31.4% | +8.7% | +18.8% |
| 1Y | +46.4% | +42.2% | +4.2% | +18.8% |
| 3Y | +167.4% | +77.2% | +90.2% | +85.8% |
| 5Y | +215.0% | +61.0% | +154.0% | +125.8% |
| All | +261.5% | +335.0% | -73.5% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling